Full featured financial fixed-income, credit, and bond analytics/risk

Description

CreditAnalytics is a full-featured financial fixed income credit analytics, trading, and risk library, developed with a special focus towards the needs of the credit products community.
In particular, CreditAnalytics provides analytics to value liquid products (CDS, CDX, CDO, and bonds of all types and variants) and semi-liquid/custom products (single credit forwards and options, and portfolio credit forwards, options, tranches, and other structures).